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Thursday, December 17, 2009, 5:02PM ET - U.S. Markets Closed. Dow Down 1.27% Nasdaq Down 1.22%
TFS Market Neutral (TFSMX)On Dec 16: 15.26  Up 0.01 (0.07%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):24.19%
Worst 1 Yr Total Return (2008):-7.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTFSMXCategory
Alpha (against Standard Index)3.581.21
Beta (against Standard Index)1.38-3.35
Mean Annual Return7.24-0.08
R-squared (against Standard Index)05.48
Standard Deviation11.1510.53
Sharpe Ratio0.48N/A
Treynor Ratio3.59N/A
5 Years
StatisticTFSMXCategory
Alpha (against Standard Index)6.032.47
Beta (against Standard Index)0.51-4.10
Mean Annual Return9.280.20
R-squared (against Standard Index)04.85
Standard Deviation9.519.26
Sharpe Ratio0.68N/A
Treynor Ratio12.41N/A
10 Years
StatisticTFSMXCategory
Alpha (against Standard Index)N/A2.77
Beta (against Standard Index)N/A-2.54
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A1.71
Standard DeviationN/A8.34
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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